BNP Paribas Call 680 LLY 21.06.2024
/ DE000PZ1XPY9
BNP Paribas Call 680 LLY 21.06.20.../ DE000PZ1XPY9 /
| 2024-05-24 9:50:39 PM |
Chg.-0.020 |
Bid9:59:56 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.070EUR |
-0.17% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
680.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1XPY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
680.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-30 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.78 |
| Intrinsic value: |
10.69 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.27 |
| Parity: |
10.69 |
| Time value: |
1.38 |
| Break-even: |
800.70 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.05 |
| Spread %: |
0.42% |
| Delta: |
0.83 |
| Theta: |
-1.34 |
| Omega: |
5.42 |
| Rho: |
0.19 |
Quote data
| Open: |
12.270 |
| High: |
12.650 |
| Low: |
12.070 |
| Previous Close: |
12.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+25.86% |
| 3 Months |
|
|
+19.03% |
| YTD |
|
|
+483.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
12.090 |
7.810 |
| 6M High / 6M Low: |
12.890 |
1.820 |
| High (YTD): |
2024-02-19 |
12.890 |
| Low (YTD): |
2024-01-02 |
2.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
9.852 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.385 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.93% |
| Volatility 6M: |
|
193.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
